+2,214.6%
AEP vs CLF
+714.0%
+1,500.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.3% |
| 7D | +1.8% | +7.6% | -5.8% | +1.2% |
| 30D | -0.8% | -1.2% | +0.4% | -0.8% |
| 3M | -1.8% | -13.4% | +11.5% | -1.2% |
| 6M | -5.4% | +15.4% | -20.8% | -7.0% |
| YTD | +10.4% | -5.9% | +16.3% | +9.7% |
| 1Y | +18.2% | +18.8% | -0.7% | +14.5% |
| 3Y | +79.0% | -19.4% | +98.4% | +74.1% |
| 5Y | +64.8% | -47.7% | +112.6% | +62.2% |
| 10Y | +170.8% | +130.4% | +40.5% | +115.0% |
| All | +2,214.6% | +714.0% | +1,500.6% | +1,013.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling